ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 119-227 120-122 0-215 0.6% 120-012
High 120-102 120-175 0-073 0.2% 120-175
Low 119-207 120-112 0-225 0.6% 119-187
Close 120-067 120-157 0-090 0.2% 120-157
Range 0-215 0-063 -0-152 -70.7% 0-308
ATR 0-125 0-124 -0-001 -1.0% 0-000
Volume 18,390 6,270 -12,120 -65.9% 58,403
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-017 120-310 120-192
R3 120-274 120-247 120-174
R2 120-211 120-211 120-169
R1 120-184 120-184 120-163 120-198
PP 120-148 120-148 120-148 120-155
S1 120-121 120-121 120-151 120-134
S2 120-085 120-085 120-145
S3 120-022 120-058 120-140
S4 119-279 119-315 120-122
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 123-030 122-242 121-006
R3 122-042 121-254 120-242
R2 121-054 121-054 120-213
R1 120-266 120-266 120-185 121-000
PP 120-066 120-066 120-066 120-094
S1 119-278 119-278 120-129 120-012
S2 119-078 119-078 120-101
S3 118-090 118-290 120-072
S4 117-102 117-302 119-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-175 119-187 0-308 0.8% 0-122 0.3% 94% True False 11,680
10 120-175 119-187 0-308 0.8% 0-112 0.3% 94% True False 17,205
20 121-047 119-187 1-180 1.3% 0-123 0.3% 58% False False 470,805
40 121-047 119-052 1-315 1.6% 0-122 0.3% 67% False False 532,260
60 121-047 118-185 2-182 2.1% 0-126 0.3% 74% False False 552,299
80 121-047 118-037 3-010 2.5% 0-127 0.3% 78% False False 587,700
100 121-047 118-037 3-010 2.5% 0-124 0.3% 78% False False 500,477
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-123
2.618 121-020
1.618 120-277
1.000 120-238
0.618 120-214
HIGH 120-175
0.618 120-151
0.500 120-144
0.382 120-136
LOW 120-112
0.618 120-073
1.000 120-049
1.618 120-010
2.618 119-267
4.250 119-164
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 120-152 120-112
PP 120-148 120-067
S1 120-144 120-022

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These figures are updated between 7pm and 10pm EST after a trading day.

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